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Foreign Exchange Exposure, Risk and the Japanese Stock Market

He, Jia; Ng, Lilian; Wu, Xueping - 1998

This paper presents a comprehensive empirical examination of the foreign exposure effect on Japanese corporations and sectors. We provide compelling evidence that, after controlling for marketwide movements, the exposure effect on Japanese corporations' stock returns is both statistically and...

Persistent link: https://www.econbiz.de/10014085184